Making Decisions under Model Misspecification
نویسندگان
چکیده
منابع مشابه
Bayesian Inconsistency under Misspecification
This is a synopsis of the work underlying the author’s contributed plenary presentation at the Valencia 8 meeting on Bayesian Statistics, held in Benidorm, June 2006. We show that Bayesian inference can be inconsistent under misspecification. Specifically, we exhibit a distribution P ∗, a model M with P ∗ 6∈ M, and a prior Π on M such that the prior puts significant mass on P̃ , the best approxi...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2020
ISSN: 1556-5068
DOI: 10.2139/ssrn.3666424